On the multivariate kernel distribution estimator for distribution functions under association
In this note we consider the estimation of the multivariate distribution function Fp of the p-dimensional marginal of a stationary associated sequence. We show, under certain regularity conditions, the almost sure consistency and characterize the asymptotic behavior of the MSE. We also characterize...
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| Formato: | conferencePaper |
| Idioma: | eng |
| Publicado em: |
2005
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| Texto completo: | http://hdl.handle.net/1822/1815 |
| País: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/1815 |
| Resumo: | In this note we consider the estimation of the multivariate distribution function Fp of the p-dimensional marginal of a stationary associated sequence. We show, under certain regularity conditions, the almost sure consistency and characterize the asymptotic behavior of the MSE. We also characterize the asymptotic optimal bandwidth. Under some stronger assumptions on the covariance this bandwidth rate is shown to be the same as for the independent case. |
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